LSDIX vs. LGRRX

Last updated Aug 1, 2026

LSDIX (Loomis Sayles Intermediate Duration Bond Fund) and LGRRX (Loomis Sayles Growth Fund) are both mutual funds - LSDIX is a Short-Term Bond fund managed by Natixis, while LGRRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, LSDIX returned 2.10%/yr vs 14.79%/yr for LGRRX. Their -0.10 correlation means they have often moved in opposite directions in the past. LSDIX charges 0.40%/yr vs 0.92%/yr for LGRRX.

Performance

LSDIX vs. LGRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Intermediate Duration Bond Fund (LSDIX) and Loomis Sayles Growth Fund (LGRRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSDIX achieves a -0.09% return, which is significantly higher than LGRRX's -6.55% return. Over the past 10 years, LSDIX has underperformed LGRRX with an annualized return of 2.10%, while LGRRX has yielded a comparatively higher 14.79% annualized return.

LSDIX

• 1D: 0.00%
• 1M: -0.38%
• 6M: -0.34%
• YTD: -0.09%
• 1Y: 1.94%
• 3Y*: 4.37%
• 5Y*: 0.89%
• 10Y*: 2.10%
• ALL TIME*: 3.80%

LGRRX

• 1D: 0.95%
• 1M: -2.48%
• 6M: -5.97%
• YTD: -6.55%
• 1Y: -1.92%
• 3Y*: 14.49%
• 5Y*: 9.73%
• 10Y*: 14.79%
• ALL TIME*: 7.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LGRRX Loomis Sayles Growth Fund	$0.00	$0.00	$0.00
LSDIX Loomis Sayles Intermediate Duration Bond Fund	$0.00	$0.00	$0.00

LSDIX vs. LGRRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSDIX Loomis Sayles Intermediate Duration Bond Fund	-0.09%	5.73%	3.88%	5.75%	-8.55%	-1.38%	7.74%	7.64%	0.52%	2.66%
LGRRX Loomis Sayles Growth Fund	-6.55%	13.76%	34.82%	50.89%	-28.03%	18.40%	31.40%	31.41%	-2.80%	32.29%

Correlation

The correlation between LSDIX and LGRRX is 0.30, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.30
Correlation (3Y) Balances recent behavior with more history.	0.16
Correlation (5Y) Shows whether the relationship held over a longer period.	0.16
Correlation (10Y) Provides a long-term view across more market conditions.	0.04
Correlation (All Time) Calculated using the full available price history since Jan 28, 1998	-0.10

The correlation between LSDIX and LGRRX shifts across timeframes, from -0.10 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LSDIX vs. LGRRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LSDIX

LSDIX Risk / Return Rank: 22
LSDIX Sharpe Ratio Rank: 22
LSDIX Sortino Ratio Rank: 22
LSDIX Omega Ratio Rank: 23
LSDIX Calmar Ratio Rank: 23
LSDIX Martin Ratio Rank: 19

LGRRX

LGRRX Risk / Return Rank: 3
LGRRX Sharpe Ratio Rank: 3
LGRRX Sortino Ratio Rank: 4
LGRRX Omega Ratio Rank: 4
LGRRX Calmar Ratio Rank: 4
LGRRX Martin Ratio Rank: 3

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LSDIX vs. LGRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Intermediate Duration Bond Fund (LSDIX) and Loomis Sayles Growth Fund (LGRRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LSDIX	LGRRX	Difference
Sharpe ratio: Return per unit of total volatility	0.86	-0.14	+0.99
Sortino ratio: Return per unit of downside risk	1.26	-0.06	+1.33
Omega ratio: Gain probability vs. loss probability	1.16	0.99	+0.17
Calmar ratio: Return relative to maximum drawdown	1.15	-0.14	+1.29
Martin ratio: Return relative to average drawdown	2.92	-0.36	+3.28

LSDIX vs. LGRRX - Sharpe Ratio Comparison

The current LSDIX Sharpe Ratio is 0.86, which is higher than the LGRRX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of LSDIX and LGRRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LSDIX vs. LGRRX - Drawdown Comparison

The maximum LSDIX drawdown since its inception was -12.92%, smaller than the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for LSDIX and LGRRX.

Drawdown Indicators

	LSDIX	LGRRX	Difference
Max Drawdown Largest peak-to-trough decline	-12.92%	-64.70%	+51.78%
Max Drawdown (1Y) Largest decline over 1 year	-1.96%	-17.93%	+15.97%
Max Drawdown (3Y) Largest decline over 3 years	-2.23%	-27.84%	+25.61%
Max Drawdown (5Y) Largest decline over 5 years	-12.83%	-34.85%	+22.02%
Max Drawdown (10Y) Largest decline over 10 years	-12.92%	-34.85%	+21.93%
Current Drawdown Current decline from peak	-1.05%	-9.70%	+8.65%
Average Drawdown Average peak-to-trough decline	-1.46%	-21.16%	+19.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	6.41%	-5.68%

Volatility

LSDIX vs. LGRRX - Volatility Comparison

The current volatility for Loomis Sayles Intermediate Duration Bond Fund (LSDIX) is 0.66%, while Loomis Sayles Growth Fund (LGRRX) has a volatility of 5.35%. This indicates that LSDIX experiences smaller price fluctuations and is considered to be less risky than LGRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSDIX	LGRRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.66%	5.35%	-4.69%
Volatility (6M) Calculated over the trailing 6-month period	1.88%	13.83%	-11.95%
Volatility (1Y) Calculated over the trailing 1-year period	2.64%	18.14%	-15.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.96%	23.12%	-19.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.29%	21.10%	-17.81%

LSDIX vs. LGRRX - Expense Ratio Comparison

LSDIX has a 0.40% expense ratio, which is lower than LGRRX's 0.92% expense ratio.

Dividends

LSDIX vs. LGRRX - Dividend Comparison

LSDIX's dividend yield for the trailing twelve months is around 3.34%, more than LGRRX's 2.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGRRX Loomis Sayles Growth Fund	2.68%	2.50%	6.30%	6.70%	18.14%	5.13%	4.60%	2.68%	5.92%	2.33%	1.38%	0.42%
LSDIX Loomis Sayles Intermediate Duration Bond Fund	3.34%	3.35%	4.24%	3.72%	2.38%	1.75%	4.56%	3.13%	2.69%	2.24%	2.94%	2.75%

Frequently Asked Questions

Can I hold both LSDIX and LGRRX in my portfolio?

LSDIX and LGRRX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSDIX or LGRRX?

LGRRX has higher volatility (5.35%) compared to LSDIX (0.66%). In terms of maximum drawdown, LSDIX dropped -12.92% vs LGRRX's -64.70%.

Which has better risk-adjusted returns?

LSDIX currently has the higher Sharpe Ratio (0.86 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.